Embolic protection filters can be used to collect debris dislodged when performing a procedure in a vessel. For example, an embolic protection filter can be placed distally of a lesion in a coronary artery when performing angioplasty. The embolic protection filter is first placed distally of the lesion. An angioplasty catheter can then be advanced to the lesion. The lesion is then dilated. Debris dislodged by the dilation of the lesion can be captured by a filter. After dilatation of the lesion, the angioplasty catheter is removed as well as the filter containing the debris.